+80.9%
XLI vs BN
+33.2%
+47.7%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.9% | +0.4% | -0.7% |
| 7D | -0.6% | -3.0% | +2.4% | +0.6% |
| 30D | -6.9% | -13.0% | +6.1% | -1.6% |
| 3M | -1.9% | -15.2% | +13.3% | +4.7% |
| 6M | +1.0% | -5.9% | +6.9% | +3.0% |
| YTD | +11.3% | -15.8% | +27.1% | +18.2% |
| 1Y | +15.8% | -12.2% | +28.0% | +20.4% |
| 3Y | +69.8% | +72.2% | -2.4% | +31.1% |
| 5Y | +80.9% | +33.2% | +47.7% | +51.8% |
| All | +80.9% | +33.2% | +47.7% | +51.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded BN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling